Duality with time-changed Lévy processes

In this paper we study the pricing problem of derivatives written in terms of a two dimensional time{changed L¶evy processes. Then, we examine an existing relation between prices of put and call options, of both the European and the American type. This relation is called put{call duality. It includes as a particular case, the relation known as put{call symmetry. Necessary and su±cient conditions for put{call symmetry to hold are shown, in terms of the triplet of local charac- teristic of the Time{changed L¶evy process. In this way we extend the results obtained in Fajardo and Mordecki (2004) to the case of time{changed Lévy processes.

Generalized duality between local vector theories in D=2+1

The existence of an interpolating master action does not guarantee the same spectrum for the interpolated dual theories. In the specific case of a generalized self-dual (GSD) model defined as the addition of the Maxwell term to the self-dual model in D = 2 + 1, previous master actions have furnished a dual gauge theory which is either nonlocal or contains a ghost mode. Here we show that by reducing the Maxwell term to first order by means of an auxiliary field we are able to define a master action which interpolates between the GSD model and a couple of non-interacting Maxwell-Chern-Simons theories of opposite helicities. The presence of an auxiliary field explains the doubling of fields in the dual gauge theory. A generalized duality transformation is defined and both models can be interpreted as self-dual models. Furthermore, it is shown how to obtain the gauge invariant correlators of the non-interacting MCS theories from the correlators of the self-dual field in the GSD model and vice-versa. The derivation of the non-interacting MCS theories from the GSD model, as presented here, works in the opposite direction of the soldering approach.

Duality of parity doublets of helicity +/- 2 in D=2+1 dimensions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Spin-1 duality in D dimensions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Black string corrections in variable tension braneworld scenarios

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Entropy of bosonic open string and boundary conditions

The entropy of the states associated to the solutions of the equations of motion of the bosonic open string with combinations of Neumann and Dirichlet boundary conditions is given. Also, the entropy of the string in the states \A(i)] = alpha(-1)(i)\0] and \phi(a)]= alpha(-1)(a)\0] that describe the massless fields on the world-volume of the Dp-brane is computed. (C) 2002 Elsevier B.V. B.V. All rights reserved.

T-duality in 2D integrable models

The non-conformal analogue of Abelian T-duality transformations relating pairs of axial and vector integrable models from the non-Abelian affine Toda family is constructed and studied in detail.

Covariant multiloop superstring amplitudes

In this article, the multiloop amplitude prescription using the super-Poincare invariant pure spinor formalism for the superstring is reviewed. Unlike the RNS prescription, there is no sum over spin structures and surface terms coming from the boundary of moduli space can be ignored. Massless N-point multiloop amplitudes vanish for N < 4, which implies (with two mild assumptions) the perturbative finiteness of superstring theory. Also, R-4 terms receive no multiloop contributions in agreement with the Type IIB S-duality conjecture of Green and Gutperle. (c) 2005 Published by Elsevier SAS on behalf of Academie des sciences.

Duality of coordinates and matter fields in curved spacetime

We show that there exists a duality between the local coordinates and the solutions of the Klein-Gerdon equation in curved spacetime in the same sense as in the Minkowski spacetime. However, the duality in curved spacetime does not have the same generality as in flat spacetime and it holds only if the system satisfies certain constraints. We derive these constraints and the basic equations of duality and discuss the implications in the quantum theory. (C) 2000 Elsevier B.V. B.V. All rights reserved.

The tachyon potential in open Neveu-Schwarz string field theory

A classical action for open superstring field theory has been proposed which does not suffer from contact term problems. After generalizing this action to include the non-GSO projected states of the Neveu-Schwarz string, the pure tachyon contribution to the tachyon potential is explicitly computed. The potential has a minimum of V = 1/32g(2) which is 60% of the predicted exact minimum of V = 1/2 pi(2)g(2) from D-brane arguments.

Closed string thermal torus from thermo field dynamics

In this Letter a topological interpretation for the string thermal vacuum in the thermo field dynamics (TFD) approach is given. As a consequence, the relationship between the imaginary time and TFD formalisms is achieved when both are used to study closed strings at finite temperature. The TFD approach starts by duplicating the system's degrees of freedom, defining an auxiliary (tilde) string. In order to lead the system to finite temperature a Bogoliubov transformation is implemented. We show that the effect of this transformation is to glue together the string and the tilde string to obtain a torus. The thermal vacuum appears as the boundary state for this identification. Also, from the thermal state condition, a Kubo-Martin-Schwinger condition for the torus topology is derived. © 2005 Elsevier B.V. All rights reserved.